Cellavision AB Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, May 19th, 2026
1 Day
3,482.55
decreased by 231.52
1 Week
3,560.19
decreased by 153.88
1 Month
4,078.90
increased by 364.83
Analysis last updated: Tuesday, May 19, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.50 | |
| 0.0694 | 18.56 | |
| 0.9193 | 440.06 | |
| 0.0226 | 3.52 |
Estimation Period:
May 28, 2007 to May 15, 2026
May 28, 2007 to May 15, 2026
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